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In this work, we use a Stackelberg infinite discrete-time dynamic game model to study the optimal supply schedule and the optimal demand response under a market-driven dynamic price. A two-layer optimization framework is established. At the…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Yunhan Huang

We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…

Computer Science and Game Theory · Computer Science 2019-10-07 Rahul Meshram , Kesav Kaza

Short-term shifts in booking behaviors can disrupt forecasting in the travel and hospitality industry, especially during global crises. Traditional metrics like average or median lead times often overlook important distribution changes.…

Applications · Statistics 2025-07-08 Harrison Katz , Erica Savage , Peter Coles

Multimodal demand forecasting aims at predicting product demand utilizing visual, textual, and contextual information. This paper proposes a method for multimodal product demand forecasting using convolutional, graph-based, and…

Machine Learning · Computer Science 2023-07-07 Maarten Sukel , Stevan Rudinac , Marcel Worring

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

As load varies continuously over time, it is essential to provide continuous-time price signals that accurately reflect supply-demand balance. However, conventional discrete-time economic dispatch fails to capture the intra-temporal…

Systems and Control · Electrical Eng. & Systems 2026-01-28 Menghan Zhang , Caisheng Wang

To cope with uncertain traffic patterns and traffic models, traffic-responsive signal control strategies in the literature are designed to be robust to these uncertainties. These robust strategies still require sensing infrastructure to…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Leonardo Pedroso , Pedro Batista , Markos Papageorgiou

This paper investigates dual sourcing problems with supply mode dependent failure rates, particularly relevant in managing spare parts for downtime-critical assets. To enhance resilience, businesses increasingly adopt dual sourcing…

Machine Learning · Computer Science 2025-04-14 Fabian Akkerman , Nils Knofius , Matthieu van der Heijden , Martijn Mes

We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of uncertainty. If the agents have…

General Finance · Quantitative Finance 2012-10-23 Ulrich Horst , Michael Kupper , Andrea Macrina , Christoph Mainberger

Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the…

Data Structures and Algorithms · Computer Science 2022-10-24 Yiding Feng , Rad Niazadeh , Amin Saberi

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

Econometrics · Economics 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann

This paper studies spatiotemporal pricing and fleet management for autonomous mobility-on-demand (AMoD) systems while taking elastic demand into account. We consider a platform that offers ride-hailing services using a fleet of autonomous…

Optimization and Control · Mathematics 2024-04-02 Zhijie Lai , Sen Li

Supply chain formation is the process of determining the structure and terms of exchange relationships to enable a multilevel, multiagent production activity. We present a simple model of supply chains, highlighting two characteristic…

Artificial Intelligence · Computer Science 2011-07-04 W. E. Walsh , M. P. Wellman

Autonomous mobility on demand services have the potential to disrupt the future mobility system landscape. Ridepooling services in particular can decrease land consumption and increase transportation efficiency by increasing the average…

Multiagent Systems · Computer Science 2022-07-12 Roman Engelhardt , Patrick Malcolm , Florian Dandl , Klaus Bogenberger

Ride-pooling systems, to succeed, must provide an attractive service, namely compensate perceived costs with an appealing price. However, because of a strong heterogeneity in a value-of-time, each traveller has his own acceptable price,…

Computer Science and Game Theory · Computer Science 2025-09-01 Michal Bujak , Rafal Kucharski

Cumulative Prospect Theory (CPT) is a modeling tool widely used in behavioral economics and cognitive psychology that captures subjective decision making of individuals under risk or uncertainty. In this paper, we propose a dynamic pricing…

Computers and Society · Computer Science 2019-12-02 Yue Guan , Anuradha M. Annaswamy , H. Eric Tseng

Online experimentation platforms collect user feedback at low cost and large scale. Some systems even support real-time or near real-time data processing, and can update metrics and statistics continuously. Many commonly used metrics, such…

Applications · Statistics 2022-11-01 Alex Deng , Michelle Du , Anna Matlin

This paper considers the problem of supply-demand imbalances in Mobility-on-Demand (MoD) services, such as Uber or DiDi Rider. Such imbalances are due to uneven stochastic travel demand and can be prevented by proactively rebalance empty…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Sten Elling Tingstad Jacobsen , Anders Lindman , Balázs Kulcsár

The website network of a tourism destination is examined. Network theoretic metrics are used to gauge the static and dynamic characteristics of the webspace. The topology of the network is found partly similar to the one exhibited by…

Physics and Society · Physics 2009-11-11 Rodolfo Baggio

Mobility-on-Demand (MoD) systems are generally designed and analyzed for a fixed and exogenous demand, but such frameworks fail to answer questions about the impact of these services on the urban transportation system, such as the effect of…

Systems and Control · Computer Science 2018-10-09 Yang Liu , Prateek Bansal , Ricardo Daziano , Samitha Samaranayake